Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599869.7178 | 443628.2897 | 156241.4281 | 595212.529 | 77842.1907 | 517370.3383 |
Total P&L (%) | 599.8697 | 443.6283 | 156.2414 | 595.2125 | 77.8422 | 517.3703 |
Avg Daily Profit (%) | 0.3158 | 0.2336 | 0.0823 | 0.1021 | 0.0303 | 0.0959 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119262 | -65992 | -145959 | -792380 | -580266 | -556673 |
Profit Factor | 1.4463 | 1.8056 | 1.1969 | 1.1164 | 1.0319 | 1.1932 |
Total Trades | 293 | 146 | 147 | 293 | 146 | 147 |
Winning Trades | 170 | 83 | 87 | 170 | 83 | 87 |
Losing Trades | 123 | 63 | 60 | 123 | 63 | 60 |
Profitability (%) | 58.0205 | 56.8493 | 59.1837 | 58.0205 | 56.8493 | 59.1837 |
Ratio Avg Win / Avg Loss | 1.0465 | 1.3705 | 0.8255 | 0.8077 | 0.7833 | 0.8229 |
Largest Winning Trade | 69006 | 69006 | 39913 | 249361 | 249361 | 161815 |
Largest Losing Trade | -75630 | -36450 | -75630 | -240265 | -214211 | -240265 |
Avg Bars in Trades | 25 | 24 | 26 | 25 | 24 | 26 |
Avg Bars in Winners | 21 | 20 | 22 | 21 | 20 | 22 |
Avg Bars in Losers | 31 | 30 | 31 | 31 | 30 | 31 |
Bars Traded | 7516 | 3619 | 3897 | 7516 | 3619 | 3897 |
Profit Streak | 3.6009 | 0 | 29.1009 | 3.6009 | 0 | 29.1009 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441624 | 403927 | -86360 | -148134 | -338455 | -71877 |
{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7597, "evaluation_days": 1899.25, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1596499200000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760149521510, "expiration_time": 1765063656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 20, "offset": 0, "multiplier": 3.18408 } }, "second_band": { "type": "ssf", "factors": { "length": 103, "offset": 0, "poles": 3 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 599869.7178315849, 443628.2897374547, 156241.4280941299, 595212.529002257, 77842.1906882229, 517370.3383140344 ], [ 599.869718, 443.62829, 156.241428, 595.212529, 77.842191, 517.370338 ], [ 0.315846, 0.233581, 0.082265, 0.102148, 0.030318, 0.095889 ], [ 10, 10, 10, 10, 10, 10 ], [ -119262, -65992, -145959, -792380, -580266, -556673 ], [ 1.446341, 1.805628, 1.196949, 1.116355, 1.03193, 1.193222 ], [ 293, 146, 147, 293, 146, 147 ], [ 170, 83, 87, 170, 83, 87 ], [ 123, 63, 60, 123, 63, 60 ], [ 58.020478, 56.849315, 59.183673, 58.020478, 56.849315, 59.183673 ], [ 1.04647, 1.370537, 0.825482, 0.807716, 0.783272, 0.822912 ], [ 69006, 69006, 39913, 249361, 249361, 161815 ], [ -75630, -36450, -75630, -240265, -214211, -240265 ], [ 25, 24, 26, 25, 24, 26 ], [ 21, 20, 22, 21, 20, 22 ], [ 31, 30, 31, 31, 30, 31 ], [ 7516, 3619, 3897, 7516, 3619, 3897 ], [ 3.600943, 0, 29.100943, 3.600943, 0, 29.100943 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 441624, 403927, -86360, -148134, -338455, -71877 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7597, "evaluation_days": 1899.25, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1596499200000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760149521510, "expiration_time": 1765063656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 20, "offset": 0, "multiplier": 3.18408 } }, "second_band": { "type": "ssf", "factors": { "length": 103, "offset": 0, "poles": 3 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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